Length target: ~90 seconds. Pace: measured, institutional, not salesy. Voice: ElevenLabs professional narrator, male, mid-40s, low register.
[0:00–0:08] Open
In 1990, the first ETF listed in Toronto. A basket of underlying assets, traded as one.
[0:08–0:26] History
Since then, the idea has traveled through every major exchange. Equities. Bonds. Commodities. Each time, the same pattern: bundle the underlying, unify the liquidity, give the market a single instrument.
[0:26–0:46] Mathematics
The math behind it is older than the product. From Al-Khwarizmi to Euler, Riemann, Itō, and the modern quant rooms. Each generation built the language for pricing risk in bundles.
[0:46–0:58] Problem
Today, prediction markets are the new primitive. But they are fragmented across venues, instruments, and liquidity pools. A fund with a directional view has no clean way to trade it.
[0:58–1:18] Solution
ItoMarkets builds the ETF layer for prediction markets. Thematic baskets. Market-neutral custom structures. Unified order books. So institutions can hedge, measure, and deploy strategy the way they already do everywhere else.
[1:18–1:40] Product
We compose markets from any venue. Route block orders across them. Execute OTC or RFQ with market makers. And tokenize the baskets themselves.
[1:40–1:52] Close
The next ETF is not in equities or bonds. It is a basket of underlying prediction markets. From Toronto to Wall Street — again.
- No words like "revolutionary," "cutting-edge," "unlock the power."
- No direct consumer CTA.
- End card: "ItoMarkets. ETF layer for prediction markets."
- Optional: silence for 1.5s before end card.